Options Snapshots
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
OptionsSnapshots | OptionsSnapshotsQueryParams | OptionsSnapshotsData |
Import Statement
from openbb_core.provider.standard_models.options_snapshots import (
OptionsSnapshotsData,
OptionsSnapshotsQueryParams,
)
Parameters
- standard
- intrinio
date: Union[Union[date, datetime, str], str]
The date of the data. Can be a datetime or an ISO datetime string. Data appears to go back to around 2022-06-01 Example: '2024-03-08T12:15:00+0400'
• Optional: True
only_traded: bool
Only include options that have been traded during the session, default is True. Setting to false will dramatically increase the size of the response - use with caution.
• Default: True
• Optional: True
Data
- standard
- intrinio
underlying_symbol: list[str]
Ticker symbol of the underlying asset.
contract_symbol: list[str]
Symbol of the options contract.
expiration: list[date]
Expiration date of the options contract.
dte: list[int]
Number of days to expiration of the options contract.
strike: list[float]
Strike price of the options contract.
option_type: list[str]
The type of option.
volume: list[int]
The trading volume.
open_interest: list[int]
Open interest at the time.
last_price: list[float]
Last trade price at the time.
last_size: list[int]
Lot size of the last trade.
last_timestamp: list[datetime]
Timestamp of the last price.
open: list[float]
The open price.
high: list[float]
The high price.
low: list[float]
The low price.
close: list[float]
The close price.
underlying_symbol: list[str]
Ticker symbol of the underlying asset.
contract_symbol: list[str]
Symbol of the options contract.
expiration: list[date]
Expiration date of the options contract.
dte: list[int]
Number of days to expiration of the options contract.
strike: list[float]
Strike price of the options contract.
option_type: list[str]
The type of option.
volume: list[int]
The trading volume.
open_interest: list[int]
Open interest at the time.
last_price: list[float]
Last trade price at the time.
last_size: list[int]
Lot size of the last trade.
last_timestamp: list[datetime]
Timestamp of the last price.
open: list[float]
The open price.
high: list[float]
The high price.
low: list[float]
The low price.
close: list[float]
The close price.
bid: list[float]
The last bid price at the time.
bid_size: list[int]
The size of the last bid price.
bid_timestamp: list[datetime]
The timestamp of the last bid price.
ask: list[float]
The last ask price at the time.
ask_size: list[int]
The size of the last ask price.
ask_timestamp: list[datetime]
The timestamp of the last ask price.
total_bid_volume: list[int]
Total volume of bids.
bid_high: list[float]
The highest bid price.
bid_low: list[float]
The lowest bid price.
total_ask_volume: list[int]
Total volume of asks.
ask_high: list[float]
The highest ask price.
ask_low: list[float]
The lowest ask price.